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~isPartOf:"Applied economics"
~isPartOf:"Quantitative finance"
~subject:"Option trading"
~subject:"Rohstoffderivat"
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Search: "Hedging"
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Option trading
Rohstoffderivat
Hedging
98
Portfolio selection
39
Portfolio-Management
39
Option pricing theory
32
Optionspreistheorie
32
Derivat
28
Derivative
28
Theorie
23
Theory
23
Volatility
16
Volatilität
16
Risikomanagement
15
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15
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14
ARCH-Modell
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Capital income
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Optionsgeschäft
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Risk
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hedging effectiveness
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Wan, Justin W. L.
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Abid, Ilyes
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1
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Applied economics
Quantitative finance
The journal of futures markets
51
Energy economics
32
Journal of banking & finance
22
International journal of theoretical and applied finance
21
International review of economics & finance : IREF
21
International review of financial analysis
16
Finance research letters
14
Finance and stochastics
13
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
Review of derivatives research
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The journal of derivatives : the official publication of the International Association of Financial Engineers
11
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The European journal of finance
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European journal of operational research : EJOR
5
European review of agricultural economics : ERAE
5
Finance India : the quarterly journal of Indian Institute of Finance
5
Global finance journal
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Journal of risk and financial management : JRFM
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NBER working paper series
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Research in international business and finance
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The energy journal
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The journal of finance : the journal of the American Finance Association
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wi - Wirtschaft
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Always learning
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Applied economics letters
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ECONIS (ZBW)
25
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1
Delta
hedging
bitcoin options with a smile
Alexander, Carol
;
Imeraj, Arben
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 799-817
Persistent link: https://www.econbiz.de/10014304354
Saved in:
2
Hedging
error as generalized timing risk
Akahori, J.
;
Barsotti, F.
;
Imamura, Y.
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 693-703
Persistent link: https://www.econbiz.de/10014304316
Saved in:
3
Uncertainty impacts on China's agricultural commodity futures : a quantile perspective
Zou, Zhanyong
;
Ouyang, Chuang
;
Li, Xing
- In:
Applied economics
56
(
2024
)
42
,
pp. 5090-5106
Persistent link: https://www.econbiz.de/10014560525
Saved in:
4
Pricing electricity day-ahead cap futures with multifactor skew-t densities
Matsumoto, Takuji
;
Bunn, Derek W.
;
Yamada, Yuji
- In:
Quantitative finance
22
(
2022
)
5
,
pp. 835-860
Persistent link: https://www.econbiz.de/10013367864
Saved in:
5
Valuation and
hedging
of cryptocurrency inverse options
Lucic, V.
;
Sepp, A.
- In:
Quantitative finance
24
(
2024
)
7
,
pp. 851-869
Persistent link: https://www.econbiz.de/10015050801
Saved in:
6
Efficient pricing and
hedging
of high-dimensional American options using deep recurrent networks
Na, Andrew S.
;
Wan, Justin W. L.
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 631-651
Persistent link: https://www.econbiz.de/10014304288
Saved in:
7
Intraday high-frequency pairs trading strategies for energy futures : evidence from China
Luo, Jing
;
Lin, Yucheng
;
Wang, Sijia
- In:
Applied economics
55
(
2023
)
56
,
pp. 6646-6660
Persistent link: https://www.econbiz.de/10014382721
Saved in:
8
Simulated Greeks for American options
Letourneau, Pascal
;
Stentoft, Lars
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 653-676
Persistent link: https://www.econbiz.de/10014304303
Saved in:
9
Analytic formula for option margin with liquidity costs under dynamic delta
hedging
Lee, Kyungsub
;
Seo, Byoung Ki
- In:
Applied economics
53
(
2021
)
29
,
pp. 3391-3407
Persistent link: https://www.econbiz.de/10012589463
Saved in:
10
Static replication of barrier-type options via integral equations
Kim, Kyoung-Kuk
;
Lim, Dong-Young
- In:
Quantitative finance
21
(
2021
)
2
,
pp. 281-294
Persistent link: https://www.econbiz.de/10012424590
Saved in:
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